Parsimonious autocorrelation corrections for singular demand systems

  • McLaren K
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Abstract

Implications of the adding-up condition when estimation is in terms of additive normal errors or additive logistic normal errors is clarified. A byproduct is a parsimonious specification of the autocorrelation matrix with number of parameters equal to number of equations.

Author-supplied keywords

  • Autoregressive errors
  • Demand systems
  • Singular systems

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